People love Blitz Needle for Vanaduke. Opinions are mixed on Blitz Needle for other situations, e.g. devilite levels. Of course it's very powerful, but it also immobilizes you for long periods of time. Callahan does much less damage, but is somewhat more mobile.

There have been two recent threads on the theme of "how good is Callahan?" You should be able to find them by looking at the first two or three pages of the Arsenal forum. They're basically discussing your same question.

You'll eventually want both unless you pick up a pierce sword for whatever reason, so just pick the one that interests you most.

Blitz Needle has a very sharp learning curve, but high rewards - it has one of the best damage outputs in the game, in fact. The major drawback lies in the fact that whilst it has a massive clip and fast firing rate, that clip must all be unloaded at once. You're stuck in place whilst doing this, too. The Plague has a lower base damage output, but trades off that damage for strong Poison - it's more of a support weapon than a pure damage one. Volcanic does good damage to all families, with a chance of Fire on its bullets. All in all, they are fairly solid weapon choices, although generally Blitz is preferred since it has the highest output on 4 of 6 enemy types, without taking status into account.

A few basic tips to start with would be to familiarise yourself with the attack patterns of enemies if you haven't already. You will want to use the charge more often than the basic attack, due to the increase in damage that way. Unleash your charge straight after the enemy has attacked, as close as possible without getting damaged. This way, you can make the most of the damage output.

Callahan has a clip of two, with fast bullets and the ability to stun and reliably knock down soft-bodied enemies. The gun is excellent at interrupting Devilites and Greavers, as well as Beasts and Gremlins. However, the damage output is fairly low due to the reload time of the gun and the time between bullet firing. It has more mobility than the Autogun series, but this is due to the small clip. Because of all this, it is normally used as an utility gun rather than for its damage, since Blitz and Plague outclass it considerably in this respect.

Given your current guns, I would say you're probably best off learning how to use the Blitz. CTR is generally preferred as an UV over ASI, but both will make good guns if you can get them. You already have a Blackhawk, a fast-firing gun for picking off dodging enemies that also has a good DPS, and a Gigawatt, which excels at dealing with turrets and interrupting attacks. The high damage output of the Blitz will help against all enemies except Slimes and Constructs, neither of which are exceptionally strong and both of which can be killed with your Blackhawk without excessive difficulty.

I swear, if they were to buff Callahan to pierce through multiple enemies it would almost put it in line with Blitz Needle dps-wise.

Well i am a gunner myself and now its true that blitz is VERY good in vana but in tier 3 fiends are NASTY so i would reccomend getting the callahan and then getting the blitz later on.